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A non-parametric extension of control variates is presented. These leverage gradient information on the sampling density to achieve substantial variance reduction. It is not required that the sampling density be normalised. The novel…

Methodology · Statistics 2016-04-05 Chris J. Oates , Mark Girolami , Nicolas Chopin

We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…

Social and Information Networks · Computer Science 2023-05-09 J. O. Gonzalez-Hernandez , Jonathan Marino , Ted Rogers , Brandon Velasco

Text-based games provide valuable environments for language-based autonomous agents. However, planning-then-learning paradigms, such as those combining Monte Carlo Tree Search (MCTS) and reinforcement learning (RL), are notably…

Computation and Language · Computer Science 2025-04-24 Zijing Shi , Meng Fang , Ling Chen

We present a new approach for efficient exploration which leverages a low-dimensional encoding of the environment learned with a combination of model-based and model-free objectives. Our approach uses intrinsic rewards that are based on the…

Machine Learning · Computer Science 2022-04-18 Ruo Yu Tao , Vincent François-Lavet , Joelle Pineau

Deep generative models are rapidly gaining traction in medical imaging. Nonetheless, most generative architectures struggle to capture the underlying probability distributions of volumetric data, exhibit convergence problems, and offer no…

Machine Learning · Computer Science 2019-07-29 Guilherme Pombo , Robert Gray , Tom Varsavsky , John Ashburner , Parashkev Nachev

Monte Carlo Tree Search (MCTS), most famously used in game-play artificial intelligence (e.g., the game of Go), is a well-known strategy for constructing approximate solutions to sequential decision problems. Its primary innovation is the…

Optimization and Control · Mathematics 2017-04-21 Daniel R. Jiang , Lina Al-Kanj , Warren B. Powell

Building generally capable agents is a grand challenge for deep reinforcement learning (RL). To approach this challenge practically, we outline two key desiderata: 1) to facilitate generalization, exploration should be task agnostic; 2) to…

Active visual exploration aims to assist an agent with a limited field of view to understand its environment based on partial observations made by choosing the best viewing directions in the scene. Recent methods have tried to address this…

Computer Vision and Pattern Recognition · Computer Science 2021-08-27 Soroush Seifi , Abhishek Jha , Tinne Tuytelaars

Exploration is a difficult challenge in reinforcement learning and even recent state-of-the art curiosity-based methods rely on the simple epsilon-greedy strategy to generate novelty. We argue that pure random walks do not succeed to…

Machine Learning · Computer Science 2018-07-06 Fabio Pardo , Vitaly Levdik , Petar Kormushev

This paper aims to count arbitrary objects in images. The leading counting approaches start from point annotations per object from which they construct density maps. Then, their training objective transforms input images to density maps…

Computer Vision and Pattern Recognition · Computer Science 2019-08-07 Zenglin Shi , Pascal Mettes , Cees G. M. Snoek

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

Meta reinforcement learning (meta-RL) extracts knowledge from previous tasks and achieves fast adaptation to new tasks. Despite recent progress, efficient exploration in meta-RL remains a key challenge in sparse-reward tasks, as it requires…

Artificial Intelligence · Computer Science 2021-11-15 Jin Zhang , Jianhao Wang , Hao Hu , Tong Chen , Yingfeng Chen , Changjie Fan , Chongjie Zhang

How to best explore in domains with sparse, delayed, and deceptive rewards is an important open problem for reinforcement learning (RL). This paper considers one such domain, the recently-proposed multi-agent benchmark of Pommerman. This…

Machine Learning · Computer Science 2019-07-30 Chao Gao , Bilal Kartal , Pablo Hernandez-Leal , Matthew E. Taylor

Because of the powerful learning capability of deep neural networks, counting performance via density map estimation has improved significantly during the past several years. However, it is still very challenging due to severe occlusion,…

Computer Vision and Pattern Recognition · Computer Science 2018-09-21 Di Kang , Antoni Chan

This paper presents a novel form of policy gradient for model-free reinforcement learning (RL) with improved exploration properties. Current policy-based methods use entropy regularization to encourage undirected exploration of the reward…

Machine Learning · Computer Science 2017-03-17 Ofir Nachum , Mohammad Norouzi , Dale Schuurmans

It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In…

Quantum Physics · Physics 2020-09-02 Koichi Miyamoto , Kenji Shiohara

We introduce Random Latent Exploration (RLE), a simple yet effective exploration strategy in reinforcement learning (RL). On average, RLE outperforms noise-based methods, which perturb the agent's actions, and bonus-based exploration, which…

Machine Learning · Computer Science 2025-02-28 Srinath Mahankali , Zhang-Wei Hong , Ayush Sekhari , Alexander Rakhlin , Pulkit Agrawal

Exploration bonuses in reinforcement learning guide long-horizon exploration by defining custom intrinsic objectives. Several exploration objectives like count-based bonuses, pseudo-counts, and state-entropy maximization are non-stationary…

Machine Learning · Computer Science 2024-04-24 Roger Creus Castanyer , Joshua Romoff , Glen Berseth

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Statistics Theory · Mathematics 2021-09-08 Pierre L'Ecuyer , Florian Puchhammer , Amal Ben Abdellah
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